Kids
optimized on 2025-01-02 for min CVaR
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMEW.DE Amundi MSCI World UCITS ETF EUR | Global Equities | 40% |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc | Technology Equities | 40% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | Bank Loan | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Feb 3, 2012, corresponding to the inception date of AMEW.DE
Returns By Period
As of Jun 1, 2025, the Kids returned 3.06% Year-To-Date and 12.12% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 5.49% | -2.00% | 12.02% | 14.19% | 10.85% |
| Kids | 3.06% | 6.98% | 2.19% | 14.14% | 14.57% | 12.12% |
| Portfolio components: | ||||||
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 10.21% | 0.40% | 8.71% | 7.91% | 1.94% | 0.85% |
AMEW.DE Amundi MSCI World UCITS ETF EUR | 4.38% | 6.66% | 1.50% | 14.25% | 14.23% | 9.98% |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc | -1.87% | 11.48% | -0.86% | 15.34% | 19.57% | 18.81% |
Monthly Returns
The table below presents the monthly returns of Kids, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.23% | -2.81% | -4.03% | 2.03% | 6.98% | 3.06% | |||||||
| 2024 | 1.69% | 3.67% | 2.40% | -3.30% | 4.00% | 6.03% | -0.82% | 1.56% | 2.03% | -0.86% | 3.40% | -0.84% | 20.23% |
| 2023 | 6.93% | -1.09% | 5.32% | 1.03% | 3.26% | 5.08% | 2.54% | -1.65% | -4.84% | -1.90% | 9.88% | 4.71% | 32.28% |
| 2022 | -6.90% | -2.22% | 2.59% | -7.99% | -1.92% | -7.74% | 6.91% | -3.71% | -7.55% | 4.25% | 4.71% | -2.84% | -21.50% |
| 2021 | -0.86% | 1.50% | 0.80% | 4.66% | -0.12% | 3.15% | 2.20% | 2.70% | -4.25% | 4.67% | 0.59% | 3.09% | 19.29% |
| 2020 | 0.57% | -7.43% | -5.96% | 6.61% | 4.71% | 5.00% | 5.44% | 7.16% | -2.81% | -3.81% | 9.91% | 5.49% | 25.70% |
| 2019 | 6.86% | 3.63% | 1.87% | 3.71% | -5.45% | 6.14% | 2.66% | -2.88% | 1.35% | 2.53% | 3.57% | 3.27% | 30.09% |
| 2018 | 5.55% | -1.24% | -3.14% | 1.13% | 1.55% | -0.98% | 2.73% | 3.30% | -0.14% | -7.05% | -0.62% | -6.60% | -6.13% |
| 2017 | 1.01% | 3.72% | 1.80% | 1.47% | 3.06% | 0.48% | 2.71% | 1.63% | 0.85% | 3.26% | 1.66% | 1.39% | 25.57% |
| 2016 | -5.61% | 0.13% | 5.30% | -2.15% | 2.97% | -1.67% | 4.22% | 1.49% | 1.37% | -1.08% | 0.32% | 1.41% | 6.38% |
| 2015 | -3.39% | 4.73% | -1.57% | 1.07% | 0.68% | -1.58% | 0.07% | -3.91% | -1.86% | 6.40% | -0.24% | -0.18% | -0.26% |
| 2014 | -2.06% | 3.65% | 0.12% | -0.24% | 2.36% | 1.69% | 0.07% | 1.80% | -1.63% | 0.40% | 2.40% | -1.21% | 7.43% |
Expense Ratio
Kids has an expense ratio of 0.29%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Kids is 53, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 1.00 | 1.61 | 1.18 | 0.33 | 2.29 |
AMEW.DE Amundi MSCI World UCITS ETF EUR | 0.78 | 1.20 | 1.18 | 0.80 | 3.56 |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc | 0.46 | 0.94 | 1.13 | 0.60 | 1.94 |
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Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Kids. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Kids was 27.79%, occurring on Oct 12, 2022. Recovery took 299 trading sessions.
The current Kids drawdown is 0.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.79% | Jan 3, 2022 | 201 | Oct 12, 2022 | 299 | Dec 11, 2023 | 500 |
| -27.44% | Feb 14, 2020 | 27 | Mar 23, 2020 | 71 | Jul 6, 2020 | 98 |
| -16.43% | Feb 18, 2025 | 37 | Apr 9, 2025 | 26 | May 20, 2025 | 63 |
| -16.42% | Sep 28, 2018 | 61 | Dec 27, 2018 | 79 | Apr 23, 2019 | 140 |
| -15.26% | May 20, 2015 | 187 | Feb 11, 2016 | 127 | Aug 11, 2016 | 314 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.78, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | XEON.DE | LYPG.DE | AMEW.DE | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.11 | 0.50 | 0.52 | 0.51 |
| XEON.DE | 0.11 | 1.00 | 0.35 | 0.41 | 0.46 |
| LYPG.DE | 0.50 | 0.35 | 1.00 | 0.84 | 0.96 |
| AMEW.DE | 0.52 | 0.41 | 0.84 | 1.00 | 0.94 |
| Portfolio | 0.51 | 0.46 | 0.96 | 0.94 | 1.00 |